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Matteo Bedini - Friedrich Schiller Universitat - Jena
Information process and compensator
 

Piernicola Bettiol - Universit� de Bretagne Occidentale - Brest
Some Analytical Tools in State Constrained Optimal Control


Bruno Bouchard - Universit� Paris Dauphine
Pricing and Hedging under Risk Constraints: the Stochastic Target Point of View


Philippe Briand - Universit� de Savoie - Chamb�ry
Simulation of BSDEs and Wiener chaos expansions


Laurent Denis - Universit� d'Evry Val d'Essonne
Dirichlet Forms for Poisson Measures and L�vy Processes: The Lent Particle Method


Paolo Di Tella - Friedrich Schiller Universitat - Jena
On the predictable representation property for martingales associated to a L�vy process


Exact replication under portfolio constraint: a viability approach


Emmanuel Gobet - Ecole Polytechnique - Palaiseau
Asymptotic Expansions and local volatility models


Dan Goreac - Universit� Paris Est Marne la Vall�e
& Oana Silvia Serea - Universit� de Perpignan
Stochastic Control Problems: Linear Formulations, Dynamic Programming, state constraints


Said Hamadene - Universit� du Maine - Le Mans
The  Multi-Player Non Zero-Sum Dynkin


Mingshang Hu - Shandong University - Jinan
G-Levy Processes under Sublinear Expectations


Ying Hu - Universit� de Rennes 1
Utility Maximization and Forward Backward Stochastic Differential Equations of Quadratic Growth


Anton Ibragimov - Universit� di Milano Bicocca
G-expectations in infinite dimensional spaces and related PDE


Youri Kabanov - Universit� de Franche Comt�- Besan�on
Selected Topics of the Arbitrage Theory


Nabil Kazi-Tani - Ecole Polytechnique - Palaiseau
Inf-convolution of Choquet integrals and applications in optimal risk transfer


Juan Li - Shandong University- Weihai
Optimal Control Problem of fully Coupled FBSDEs


Xinpeng Li - Universit� de Paris 1
Martingale approximations for G-normal distribution and its applications


Jin Ma - University of Southern California - Los Angeles
Utility Optimization on Defaultable Assets with Incomplete Information


Anis Matoussi - Universit� du Maine - Le Mans
Second order Reflected BSDE's and applications


Marie-Am�lie Morlais - Universit� du Maine - Le Mans
Study of a general switching game


Tianyang Nie - Universit� de Bretagne Occidentale - Brest
Forward-backward stochastic differential equations with subdifferential operators and associated variational inequalities


Gilles Pages - Universit� Paris 6
Delaunay dual quantization schemes for reflected BSDE's


Shige Peng - Shandong University - Jinan
Available later


Marc Quincampoix - Universit� de Bretagne Occidentale - Brest
Value function of differential games without Isaacs conditions


Adrien Richou - Universit� Bordeaux 1
Time discretization of markovian quadratic and superquadradic BSDEs with an unbounded terminal condition


Yongsheng Song - Academy of Mathematics and System Science - Beijing
The representation theorem for G-martingales


Jianfeng Zhang - University of Southern California - Los Angeles
On viscosity solutions of path dependent PDEs


Jing Zhang - Universit� d'Evry
The Obstacle Problem of Quasilinear Stochastic PDES


Chao Zhou - Ecole Polytechnique - Palaiseau
Robust Utility Maximization in non dominated models and 2BSDEs with quadratic growth

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The school is sponsored by the European FP7 Marie Curie ITN programme